%0 Journal Article
%T Estimating GARCH Modeling Using Metropolis-Hastings Method in R
%A Min Wang
%A Yunshun Wu
%J Open Journal of Statistics
%P 931-938
%@ 2161-7198
%D 2018
%I Scientific Research Publishing
%R 10.4236/ojs.2018.86062
%X This paper mainly talk<span>s</span><span> about a popular approach of volatility of a
GARCH-type model in R, while the disturbances are independent and have
identical Student-t distribution. It uses the Metropolis-Hastings method to
perform the computations and gives the programs in details in R.
%K Student¡¯s &lt
%K i&gt
%K t&lt
%K /i&gt
%K Distribution
%K Degree of Freedom
%K GARCH t Model
%K R
%K Metropolis-Hastings Method
%U http://www.scirp.org/journal/PaperInformation.aspx?PaperID=89283